Multiple Linear Regression - Estimated Regression Equation |
Columbia[t] = -5.23225982662877 + 0.304265497326579USA[t] -1.13279912087874M1[t] -1.67121522395355M2[t] + 0.372980326733885M3[t] -0.372282431028561M4[t] -0.719440810323535M5[t] -2.00385186384275M6[t] -5.85187463757724M7[t] -6.09391780860173M8[t] -4.86949914974887M9[t] -3.89164769574475M10[t] -0.908333216000276M11[t] -0.0486884747517412t + e[t] |
Multiple Linear Regression - Ordinary Least Squares | |||||
Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
(Intercept) | -5.23225982662877 | 4.653327 | -1.1244 | 0.261617 | 0.130809 |
USA | 0.304265497326579 | 0.01398 | 21.7642 | 0 | 0 |
M1 | -1.13279912087874 | 3.208509 | -0.3531 | 0.724258 | 0.362129 |
M2 | -1.67121522395355 | 3.208947 | -0.5208 | 0.60284 | 0.30142 |
M3 | 0.372980326733885 | 3.20889 | 0.1162 | 0.907535 | 0.453767 |
M4 | -0.372282431028561 | 3.209503 | -0.116 | 0.907725 | 0.453862 |
M5 | -0.719440810323535 | 3.209782 | -0.2241 | 0.822781 | 0.41139 |
M6 | -2.00385186384275 | 3.209652 | -0.6243 | 0.532828 | 0.266414 |
M7 | -5.85187463757724 | 3.211594 | -1.8221 | 0.069302 | 0.034651 |
M8 | -6.09391780860173 | 3.213065 | -1.8966 | 0.058713 | 0.029356 |
M9 | -4.86949914974887 | 3.210544 | -1.5167 | 0.13025 | 0.065125 |
M10 | -3.89164769574475 | 3.209079 | -1.2127 | 0.226072 | 0.113036 |
M11 | -0.908333216000276 | 3.207852 | -0.2832 | 0.777224 | 0.388612 |
t | -0.0486884747517412 | 0.006568 | -7.4125 | 0 | 0 |
Multiple Linear Regression - Regression Statistics | |
Multiple R | 0.762514403895877 |
R-squared | 0.581428216148684 |
Adjusted R-squared | 0.565701530628259 |
F-TEST (value) | 36.9708045216234 |
F-TEST (DF numerator) | 13 |
F-TEST (DF denominator) | 346 |
p-value | 0 |
Multiple Linear Regression - Residual Statistics | |
Residual Standard Deviation | 12.4233845190476 |
Sum Squared Residuals | 53401.8070862065 |
Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
1 | 87.28 | 71.1739543960185 | 16.1060456039815 |
2 | 87.28 | 78.2543403508218 | 9.02565964917824 |
3 | 87.09 | 86.2438777240911 | 0.846122275908932 |
4 | 86.92 | 97.4075605365115 | -10.4875605365115 |
5 | 87.59 | 107.661006088895 | -20.071006088895 |
6 | 90.72 | 112.200230659027 | -21.4802306590271 |
7 | 90.69 | 106.995177772037 | -16.3051777720365 |
8 | 90.3 | 104.422454896311 | -14.122454896311 |
9 | 89.55 | 103.620459347789 | -14.0704593477893 |
10 | 88.94 | 102.663176243617 | -13.7231762436169 |
11 | 88.41 | 102.068322479621 | -13.6583224796213 |
12 | 87.82 | 101.315360085039 | -13.495360085039 |
13 | 87.07 | 98.4299857043796 | -11.3599857043797 |
14 | 86.82 | 96.7475253361774 | -9.92752533617741 |
15 | 86.4 | 97.951942119064 | -11.551942119064 |
16 | 86.02 | 93.5068049186309 | -7.48680491863086 |
17 | 85.66 | 91.4679243790206 | -5.80792437902061 |
18 | 85.32 | 87.5181415737411 | -2.19814157374108 |
19 | 85 | 81.9783966396913 | 3.0216033603087 |
20 | 84.67 | 77.154109083749 | 7.51589091625095 |
21 | 83.94 | 75.7740090903069 | 8.16599090969309 |
22 | 82.83 | 75.3644038813223 | 7.46559611867768 |
23 | 81.95 | 78.0251909387211 | 3.92480906127886 |
24 | 81.19 | 78.4284374339798 | 2.76156256602019 |
25 | 80.48 | 75.938608199845 | 4.54139180015497 |
26 | 78.86 | 74.1040150829795 | 4.75598491702051 |
27 | 69.47 | 73.9696636776291 | -4.49966367762913 |
28 | 68.77 | 72.1107832044719 | -3.34078320447192 |
29 | 70.06 | 71.1368319055047 | -1.07683190550471 |
30 | 73.95 | 71.2337802146687 | 2.71621978533133 |
31 | 75.8 | 74.0309099073672 | 1.76909009263281 |
32 | 77.79 | 81.833640490478 | -4.04364049047797 |
33 | 81.57 | 86.2954380457062 | -4.72543804570617 |
34 | 83.07 | 88.7155019618588 | -5.64550196185878 |
35 | 84.34 | 92.9584696053558 | -8.6184696053558 |
36 | 85.1 | 94.4266453412575 | -9.3266453412575 |
37 | 85.25 | 89.6243983274407 | -4.37439832744071 |
38 | 84.26 | 90.741180534643 | -6.481180534643 |
39 | 83.63 | 90.6068291292926 | -6.97682912929265 |
40 | 86.44 | 88.2002707609476 | -1.76027076094759 |
41 | 85.3 | 88.412954901554 | -3.11295490155403 |
42 | 84.1 | 86.3800447294319 | -2.28004472943194 |
43 | 83.36 | 84.5827654124991 | -1.22276541249911 |
44 | 82.48 | 83.3488107250105 | -0.868810725010472 |
45 | 81.58 | 81.1776204385192 | 0.402379561480774 |
46 | 80.47 | 80.3116169835448 | 0.158383016455206 |
47 | 79.34 | 79.0473791254307 | 0.29262087456928 |
48 | 82.13 | 76.9252219928788 | 5.20477800712122 |
49 | 81.69 | 74.7396582560706 | 6.95034174392941 |
50 | 80.7 | 69.4060119199494 | 11.2939880800506 |
51 | 79.88 | 69.7280587605889 | 10.1519412394111 |
52 | 79.16 | 68.2342968842236 | 10.9257031157764 |
53 | 78.38 | 67.0473597371277 | 11.3326402628722 |
54 | 77.42 | 66.048952255916 | 11.371047744084 |
55 | 76.47 | 61.1177383165194 | 15.3522616834806 |
56 | 75.46 | 60.3401818750207 | 15.1198181249793 |
57 | 74.48 | 61.2420731115279 | 13.2379268884721 |
58 | 78.27 | 62.2929422897109 | 15.9770577102891 |
59 | 80.7 | 64.2539187032586 | 16.4460812967414 |
60 | 79.91 | 67.8519529204463 | 12.0580470795537 |
61 | 78.75 | 66.122787429628 | 12.627212570372 |
62 | 77.78 | 69.0043095213244 | 8.77569047867557 |
63 | 81.14 | 71.3345086443194 | 9.80549135568062 |
64 | 81.08 | 70.6318370610032 | 10.4481629389968 |
65 | 80.03 | 70.3881229556197 | 9.64187704438026 |
66 | 78.91 | 68.5073455321609 | 10.4026544678391 |
67 | 78.01 | 63.7282643414276 | 14.2817356585724 |
68 | 76.9 | 63.8330778421759 | 13.0669221578241 |
69 | 75.97 | 64.5828363300199 | 11.3871636699801 |
70 | 81.93 | 64.8121886654211 | 17.1178113345789 |
71 | 80.27 | 67.4729757228199 | 12.7970242771801 |
72 | 78.67 | 68.4847532127317 | 10.1852467872683 |
73 | 77.42 | 67.8205169625565 | 9.59948303744355 |
74 | 76.16 | 67.7202371804524 | 8.43976281954757 |
75 | 74.7 | 69.7765973558534 | 4.92340264414657 |
76 | 76.39 | 67.7351575843003 | 8.65484241569974 |
77 | 76.04 | 67.2176045313229 | 8.82239546867708 |
78 | 74.65 | 65.6410926051907 | 9.0089073948093 |
79 | 73.29 | 61.3488362101799 | 11.9411637898201 |
80 | 71.79 | 61.5145028103936 | 10.2754971896065 |
81 | 74.39 | 62.0208489003762 | 12.3691510996238 |
82 | 74.91 | 63.2542773769552 | 11.6557226230448 |
83 | 74.54 | 66.9191405755317 | 7.62085942446833 |
84 | 73.08 | 67.1094012226617 | 5.97059877733826 |
85 | 72.75 | 67.2666818152682 | 5.48331818473179 |
86 | 71.32 | 68.3530374727379 | 2.96696252726215 |
87 | 70.38 | 69.6791604545551 | 0.700839545444938 |
88 | 70.35 | 69.1894747193675 | 1.16052528063255 |
89 | 70.01 | 69.1891730118453 | 0.820826988154715 |
90 | 69.36 | 68.9210027242174 | 0.438997275782637 |
91 | 67.77 | 65.7545286693149 | 2.01547133068506 |
92 | 69.26 | 65.2508111754101 | 4.00918882458992 |
93 | 69.8 | 66.8220865060358 | 2.97791349396424 |
94 | 68.38 | 68.0250884328821 | 0.354911567117921 |
95 | 67.62 | 70.6250223908156 | -3.00502239081555 |
96 | 68.39 | 71.7889326293907 | -3.39893262939067 |
97 | 66.95 | 70.6074450337602 | -3.65744503376019 |
98 | 65.21 | 70.6288714505868 | -5.4188714505868 |
99 | 66.64 | 72.7460847254531 | -6.10608472545312 |
100 | 63.45 | 71.7087210950777 | -8.25872109507768 |
101 | 60.66 | 71.0694618431697 | -10.4094618431697 |
102 | 62.34 | 69.888495063562 | -7.54849506356202 |
103 | 60.32 | 66.0830634642738 | -5.76306346427378 |
104 | 58.64 | 64.2101512323993 | -5.57015123239931 |
105 | 60.46 | 65.0207628197086 | -4.56076281970855 |
106 | 58.59 | 66.2846178460202 | -7.69461784602017 |
107 | 61.87 | 68.8845518039537 | -7.01455180395366 |
108 | 61.85 | 67.3709256660549 | -5.52092566605488 |
109 | 67.44 | 72.366027666154 | -4.92602766615396 |
110 | 77.06 | 97.3067983140274 | -20.2467983140274 |
111 | 91.74 | 105.509321535425 | -13.7693215354253 |
112 | 93.15 | 102.64636492109 | -9.4963649210904 |
113 | 94.15 | 101.06388262747 | -6.91388262747004 |
114 | 93.11 | 98.757133507754 | -5.64713350775404 |
115 | 91.51 | 92.6392841287838 | -1.12928412878376 |
116 | 89.96 | 88.2409682690987 | 1.71903173090128 |
117 | 88.16 | 83.4530947055989 | 4.70690529440112 |
118 | 86.98 | 83.8650063393961 | 3.11499366060393 |
119 | 88.03 | 87.8949881347645 | 0.135011865235506 |
120 | 86.24 | 88.5720735776171 | -2.33207357761708 |
121 | 84.65 | 86.4473629402742 | -1.79736294027419 |
122 | 83.23 | 83.4565609335677 | -0.22656093356766 |
123 | 81.7 | 83.7481812244745 | -2.04818122447451 |
124 | 80.25 | 80.0941343170905 | 0.155865682909518 |
125 | 78.8 | 76.7164855892433 | 2.08351441075671 |
126 | 77.51 | 74.9878409144478 | 2.52215908555223 |
127 | 76.2 | 70.1783331739818 | 6.0216668260182 |
128 | 75.04 | 66.9362262041378 | 8.10377379586225 |
129 | 74 | 69.2985918278125 | 4.70140817218746 |
130 | 75.49 | 72.175053989955 | 3.31494601004497 |
131 | 77.14 | 71.4584940270288 | 5.6815059729712 |
132 | 76.15 | 71.3749157265649 | 4.77508427343508 |
133 | 76.27 | 73.2665096539329 | 3.00349034606708 |
134 | 78.19 | 72.7706847253043 | 5.41931527469566 |
135 | 76.49 | 72.7884660686173 | 3.70153393138273 |
136 | 77.31 | 74.3373591655177 | 2.97264083448227 |
137 | 76.65 | 73.3938344162832 | 3.25616558371683 |
138 | 74.99 | 71.6043366420223 | 3.38566335797764 |
139 | 73.51 | 69.5940714769609 | 3.9159285230391 |
140 | 72.07 | 67.9949981926804 | 4.0750018073196 |
141 | 70.59 | 69.4445673243754 | 1.14543267562457 |
142 | 71.96 | 70.8301285496177 | 1.12987145038231 |
143 | 76.29 | 74.8905368947187 | 1.39946310528125 |
144 | 74.86 | 76.754257777145 | -1.89425777714501 |
145 | 74.93 | 76.7594056210882 | -1.82940562108817 |
146 | 71.9 | 78.8498374197355 | -6.94983741973551 |
147 | 71.01 | 80.4497993491467 | -9.43979934914666 |
148 | 77.47 | 81.9682658963145 | -4.49826589631449 |
149 | 75.78 | 83.0328934294354 | -7.25289342943536 |
150 | 76.6 | 81.821500100095 | -5.22150010009503 |
151 | 76.07 | 79.689528736103 | -3.61952873610297 |
152 | 74.57 | 77.7557634047632 | -3.18576340476321 |
153 | 73.02 | 76.7103554583803 | -3.6903554583803 |
154 | 72.65 | 75.8139254536732 | -3.16392545367319 |
155 | 73.16 | 74.6409672447571 | -1.48096724475711 |
156 | 71.53 | 76.535114676916 | -5.005114676916 |
157 | 69.78 | 74.7450960866324 | -4.96509608663237 |
158 | 67.98 | 75.6184658959734 | -7.63846589597339 |
159 | 69.96 | 75.3624082916924 | -5.40240829169241 |
160 | 72.16 | 74.3858977607823 | -2.22589776078227 |
161 | 70.47 | 75.6026580425664 | -5.13265804256643 |
162 | 68.86 | 75.4561939538691 | -6.59619395386912 |
163 | 67.37 | 73.9023270347976 | -6.53232703479754 |
164 | 65.87 | 72.7900785462396 | -6.92007854623955 |
165 | 72.16 | 73.9049556308754 | -1.74495563087537 |
166 | 71.34 | 74.986251358791 | -3.64625135879104 |
167 | 69.93 | 75.3346206365078 | -5.40462063650783 |
168 | 68.44 | 76.0725591788258 | -7.63255917882575 |
169 | 67.16 | 75.0127777821259 | -7.8527777821259 |
170 | 66.01 | 75.2167634973485 | -9.20676349734845 |
171 | 67.25 | 74.8694262438695 | -7.61942624386948 |
172 | 70.91 | 74.988271503335 | -4.07827150333503 |
173 | 69.75 | 73.2232299113187 | -3.47322991131871 |
174 | 68.59 | 71.4945852365232 | -2.90458523652321 |
175 | 67.48 | 65.7418544543448 | 1.73814554565517 |
176 | 66.31 | 62.9865722802233 | 3.3234277197767 |
177 | 64.81 | 63.1886528728794 | 1.62134712712063 |
178 | 66.58 | 64.543787548389 | 2.03621245161102 |
179 | 65.97 | 66.474337412204 | -0.504337412203992 |
180 | 64.7 | 65.8735077662849 | -1.17350776628494 |
181 | 64.7 | 66.0003618091588 | -1.30036180915876 |
182 | 60.94 | 66.0217882259854 | -5.08178822598536 |
183 | 59.08 | 66.2829819671596 | -7.20298196715956 |
184 | 58.42 | 64.9109262897249 | -6.49092628972486 |
185 | 57.77 | 65.9755538228457 | -8.20555382284572 |
186 | 57.11 | 63.5775250539317 | -6.46752505393174 |
187 | 53.31 | 60.5023306482273 | -7.19233064822727 |
188 | 49.96 | 59.0249635628774 | -9.06496356287738 |
189 | 49.4 | 57.8882759672965 | -8.4882759672965 |
190 | 48.84 | 57.4482442085793 | -8.60824420857927 |
191 | 48.3 | 57.3097886905736 | -9.00978869057355 |
192 | 47.74 | 57.3479165890403 | -9.60791658904032 |
193 | 47.24 | 55.8013103966179 | -8.56131039661794 |
194 | 46.76 | 58.2568607920572 | -11.4968607920572 |
195 | 46.29 | 60.5566333653194 | -14.2666333653194 |
196 | 48.9 | 60.2190803787951 | -11.3190803787951 |
197 | 49.23 | 60.9490158648568 | -11.7190158648568 |
198 | 48.53 | 60.1940207815063 | -11.6640207815063 |
199 | 48.03 | 56.75370777901 | -8.72370777900995 |
200 | 54.34 | 55.0025017460661 | -0.662501746066138 |
201 | 53.79 | 55.9652460820387 | -2.17524608203866 |
202 | 53.24 | 54.5211381821437 | -1.28113818214372 |
203 | 52.96 | 58.0034420823243 | -5.04344208232429 |
204 | 52.17 | 60.2931346610077 | -8.12313466100775 |
205 | 51.7 | 60.6329745520102 | -8.93297455201016 |
206 | 58.55 | 60.015443424451 | -1.46544342445096 |
207 | 78.2 | 61.5849788041294 | 16.6150211958706 |
208 | 77.03 | 60.8214541213479 | 16.2085458786521 |
209 | 76.19 | 61.0037117122217 | 15.1862882877783 |
210 | 77.15 | 61.5874848171082 | 15.5625151828918 |
211 | 75.87 | 80.2977000199868 | -4.42770001998682 |
212 | 95.47 | 114.662808519708 | -19.192808519708 |
213 | 109.67 | 115.169154609691 | -5.49915460969064 |
214 | 112.28 | 115.854905191082 | -3.57490519108175 |
215 | 112.01 | 119.76318078752 | -7.75318078751953 |
216 | 107.93 | 117.580170555502 | -9.65017055550227 |
217 | 105.96 | 116.885507755594 | -10.9255077555943 |
218 | 105.06 | 111.308449021612 | -6.24844902161185 |
219 | 102.98 | 109.470210831233 | -6.49021083123265 |
220 | 102.2 | 107.946022405135 | -5.74602240513467 |
221 | 105.23 | 107.032924205633 | -1.80292420563277 |
222 | 101.85 | 105.456412279501 | -3.60641227950055 |
223 | 99.89 | 100.586051439569 | -0.696051439569267 |
224 | 96.23 | 101.025556987377 | -4.79555698737683 |
225 | 94.76 | 100.527826936182 | -5.76782693618176 |
226 | 91.51 | 97.471111900456 | -5.96111190045595 |
227 | 91.63 | 98.8539838690831 | -7.22398386908313 |
228 | 91.54 | 97.8271825269069 | -6.28718252690686 |
229 | 85.23 | 91.3210487280612 | -6.09104872806124 |
230 | 87.83 | 91.1294892967592 | -3.29948929675925 |
231 | 87.38 | 91.9079343833886 | -4.52793438338863 |
232 | 84.44 | 90.4141725070233 | -5.97417250702331 |
233 | 85.19 | 87.492922025166 | -2.30292202516598 |
234 | 84.03 | 85.9772631984991 | -1.94726319849908 |
235 | 86.73 | 80.3158120655187 | 6.41418793448132 |
236 | 102.52 | 80.329345917069 | 22.190654082931 |
237 | 104.45 | 79.7707627664087 | 24.6792372335913 |
238 | 106.98 | 81.0346177927203 | 25.9453822072797 |
239 | 107.02 | 82.1132242640209 | 24.9067757359791 |
240 | 99.26 | 83.7031061988532 | 15.5568938011468 |
241 | 94.45 | 82.3086327550941 | 12.1413672449059 |
242 | 113.44 | 82.2083529729901 | 31.2316470270099 |
243 | 157.33 | 90.1674637965267 | 67.1625362034733 |
244 | 147.38 | 100.996454561888 | 46.3835454381121 |
245 | 171.89 | 107.142315900363 | 64.7476840996374 |
246 | 171.95 | 115.51528573681 | 56.4347142631904 |
247 | 132.71 | 117.703884434855 | 15.0061155651451 |
248 | 126.02 | 118.660641328118 | 7.35935867188234 |
249 | 121.18 | 118.254190926121 | 2.92580907387944 |
250 | 115.45 | 112.337380215525 | 3.11261978447509 |
251 | 110.48 | 112.564043294311 | -2.08404329431108 |
252 | 117.85 | 109.103117973522 | 8.7468820264778 |
253 | 117.63 | 103.78361961425 | 13.8463803857498 |
254 | 124.65 | 101.614334450325 | 23.0356655496745 |
255 | 109.59 | 105.435434510221 | 4.15456548977937 |
256 | 111.27 | 102.38991859749 | 8.88008140251025 |
257 | 99.78 | 99.5295212150977 | 0.250478784902253 |
258 | 98.21 | 95.3971791114223 | 2.81282088857773 |
259 | 99.2 | 91.0440696169462 | 8.15593038305384 |
260 | 97.97 | 88.7147591390818 | 9.25524086091817 |
261 | 89.55 | 87.3346591456397 | 2.2153408543603 |
262 | 87.91 | 84.7039158061711 | 3.2060841938289 |
263 | 93.34 | 86.999584266778 | 6.340415733222 |
264 | 94.42 | 86.7638732176509 | 7.65612678234914 |
265 | 93.2 | 85.2476935749611 | 7.95230642503886 |
266 | 90.29 | 84.447603149006 | 5.84239685099403 |
267 | 91.46 | 87.9035846121093 | 3.55641538789073 |
268 | 89.98 | 86.8053678822685 | 3.17463211773151 |
269 | 88.35 | 87.2918909704689 | 1.05810902953114 |
270 | 88.41 | 83.7072267619812 | 4.70277323801878 |
271 | 82.44 | 79.7800889637623 | 2.65991103623767 |
272 | 79.89 | 79.7327697158474 | 0.157230284152643 |
273 | 75.69 | 79.8435706593055 | -4.15357065930546 |
274 | 75.66 | 83.4806965647644 | -7.82069656476439 |
275 | 84.5 | 82.0034728585217 | 2.49652714147829 |
276 | 96.73 | 83.1673830970968 | 13.5626169029032 |
277 | 87.48 | 87.8582195998693 | -0.378219599869332 |
278 | 82.39 | 91.4395523354169 | -9.04955233541691 |
279 | 83.48 | 92.0962912231157 | -8.61629122311566 |
280 | 79.31 | 89.8114390537012 | -10.5014390537012 |
281 | 78.16 | 87.8029850638237 | -9.64298506382366 |
282 | 72.77 | 83.4272305622869 | -10.6572305622869 |
283 | 72.45 | 79.9869175597905 | -7.53691755979054 |
284 | 68.46 | 79.635332814549 | -11.175332814549 |
285 | 67.62 | 77.616275276721 | -9.99627527672101 |
286 | 68.76 | 77.8760541618549 | -9.11605416185492 |
287 | 70.07 | 78.559115486631 | -8.48911548663098 |
288 | 68.55 | 78.4755371861671 | -9.92553718616711 |
289 | 65.3 | 77.6591681873285 | -12.3591681873285 |
290 | 58.96 | 76.8590777613734 | -17.8990777613734 |
291 | 59.17 | 78.4894662405172 | -19.3194662405172 |
292 | 62.37 | 75.3526706785883 | -12.9826706785883 |
293 | 66.28 | 74.0136007828292 | -7.7336007828292 |
294 | 55.62 | 74.4756676887851 | -18.8556676887851 |
295 | 55.23 | 68.783790006072 | -13.553790006072 |
296 | 55.85 | 66.9413043239302 | -11.0913043239302 |
297 | 56.75 | 67.4780769636455 | -10.7280769636455 |
298 | 50.89 | 68.1029744455713 | -17.2129744455713 |
299 | 53.88 | 70.2160836077823 | -16.3360836077823 |
300 | 52.95 | 68.7937371190815 | -15.8437371190815 |
301 | 55.08 | 68.3120601673022 | -13.2320601673022 |
302 | 53.61 | 68.0292210868022 | -14.4192210868022 |
303 | 58.78 | 67.3776183359966 | -8.59761833599661 |
304 | 61.85 | 70.1435734222034 | -8.29357342220342 |
305 | 55.91 | 70.8126558087997 | -14.9026558087997 |
306 | 53.32 | 67.2584181500447 | -13.9384181500447 |
307 | 46.41 | 64.5483423411322 | -18.1383423411322 |
308 | 44.57 | 62.7971363081884 | -18.2271363081884 |
309 | 50 | 63.7294540944282 | -13.7294540944282 |
310 | 50 | 63.1677161367804 | -13.1677161367804 |
311 | 53.36 | 66.4066076390997 | -13.0466076390997 |
312 | 46.23 | 65.9274841921113 | -19.6974841921113 |
313 | 50.45 | 69.6446711034387 | -19.1946711034387 |
314 | 49.07 | 66.7755752956628 | -17.7055752956628 |
315 | 45.85 | 69.0449213191924 | -23.1949213191924 |
316 | 48.45 | 70.5329613166276 | -22.0829613166276 |
317 | 49.96 | 67.9768294315622 | -18.0168294315622 |
318 | 46.53 | 66.4611706048952 | -19.9311706048953 |
319 | 50.51 | 62.9600045029336 | -12.4500045029336 |
320 | 47.58 | 61.9694622133062 | -14.3894622133062 |
321 | 48.05 | 63.084339297942 | -15.034339297942 |
322 | 46.84 | 61.1534066023245 | -14.3134066023245 |
323 | 47.67 | 62.688411319615 | -15.018411319615 |
324 | 49.16 | 66.4690048351987 | -17.3090048351987 |
325 | 55.54 | 65.8047685850234 | -10.2647685850234 |
326 | 55.82 | 64.1223082168212 | -8.30230821682116 |
327 | 58.22 | 68.4302330724389 | -10.2102330724389 |
328 | 56.19 | 66.9060446463409 | -10.7160446463409 |
329 | 57.77 | 64.1673534628795 | -6.39735346287952 |
330 | 63.19 | 60.3697034062633 | 2.82029659373674 |
331 | 54.76 | 60.3675905235572 | -5.60759052355725 |
332 | 55.74 | 60.076858877781 | -4.33685887778101 |
333 | 62.54 | 61.1308828629515 | 1.4091171370485 |
334 | 61.39 | 61.0255431512935 | 0.364456848706482 |
335 | 69.6 | 62.0737230728615 | 7.52627692713854 |
336 | 79.23 | 62.8725147146447 | 16.3574852853553 |
337 | 80 | 69.9974751960298 | 10.0025248039702 |
338 | 93.68 | 66.0938766973435 | 27.5861233026565 |
339 | 107.63 | 70.1888157048326 | 37.4411842951674 |
340 | 100.18 | 76.4233974605624 | 23.7566025394376 |
341 | 97.3 | 78.7355135327223 | 18.5644864672777 |
342 | 90.45 | 80.0495238311926 | 10.4004761688074 |
343 | 80.64 | 73.6578355046284 | 6.98216449537163 |
344 | 80.58 | 77.8702332192855 | 2.70976678071448 |
345 | 75.82 | 77.9810341627436 | -2.16103416274362 |
346 | 85.59 | 78.910197141996 | 6.67980285800401 |
347 | 89.35 | 77.1591344881594 | 12.1908655118406 |
348 | 89.42 | 76.2540393449138 | 13.1659606550862 |
349 | 104.73 | 74.9812721000853 | 29.7487278999147 |
350 | 95.32 | 72.6294276377646 | 22.6905723622354 |
351 | 89.27 | 78.4891065297479 | 10.7808934702521 |
352 | 90.44 | 77.4213163496398 | 13.0186836503602 |
353 | 86.97 | 78.7597828303545 | 8.21021716964547 |
354 | 79.98 | 71.6152123031459 | 8.36478769685409 |
355 | 81.22 | 67.596794855729 | 13.623205144271 |
356 | 87.35 | 68.5839782987245 | 18.7660217012755 |
357 | 83.64 | 69.0598978389745 | 14.5801021610256 |
358 | 82.22 | 68.9241315775838 | 13.2958684224162 |
359 | 94.4 | 72.4672885772297 | 21.9327114227703 |
360 | 102.18 | 71.9577385805086 | 30.2222614194914 |
Goldfeld-Quandt test for Heteroskedasticity | |||
p-values | Alternative Hypothesis | ||
breakpoint index | greater | 2-sided | less |
17 | 4.06609669034543e-06 | 8.13219338069086e-06 | 0.99999593390331 |
18 | 4.68279739725916e-05 | 9.36559479451832e-05 | 0.999953172026027 |
19 | 6.59290703547223e-06 | 1.31858140709445e-05 | 0.999993407092965 |
20 | 5.45370098759028e-07 | 1.09074019751806e-06 | 0.999999454629901 |
21 | 3.86149522296641e-08 | 7.72299044593283e-08 | 0.999999961385048 |
22 | 3.35992793842389e-09 | 6.71985587684778e-09 | 0.999999996640072 |
23 | 4.69870936658428e-10 | 9.39741873316855e-10 | 0.999999999530129 |
24 | 7.23768481907619e-11 | 1.44753696381524e-10 | 0.999999999927623 |
25 | 1.91532226929733e-11 | 3.83064453859465e-11 | 0.999999999980847 |
26 | 9.28809545259241e-12 | 1.85761909051848e-11 | 0.999999999990712 |
27 | 6.25017872313938e-08 | 1.25003574462788e-07 | 0.999999937498213 |
28 | 2.56516531970257e-07 | 5.13033063940514e-07 | 0.999999743483468 |
29 | 1.65203992473651e-07 | 3.30407984947302e-07 | 0.999999834796008 |
30 | 4.70837870956229e-08 | 9.41675741912457e-08 | 0.999999952916213 |
31 | 1.17128809134994e-08 | 2.34257618269987e-08 | 0.999999988287119 |
32 | 2.72990247179833e-09 | 5.45980494359666e-09 | 0.999999997270097 |
33 | 8.02606387538722e-10 | 1.60521277507744e-09 | 0.999999999197394 |
34 | 3.37739804931843e-10 | 6.75479609863686e-10 | 0.99999999966226 |
35 | 1.84031667825074e-10 | 3.68063335650147e-10 | 0.999999999815968 |
36 | 1.14265674275013e-10 | 2.28531348550025e-10 | 0.999999999885734 |
37 | 6.87897835294018e-11 | 1.37579567058804e-10 | 0.99999999993121 |
38 | 2.73693500961478e-11 | 5.47387001922956e-11 | 0.999999999972631 |
39 | 2.90191643447691e-11 | 5.80383286895381e-11 | 0.999999999970981 |
40 | 1.38860889273396e-10 | 2.77721778546791e-10 | 0.999999999861139 |
41 | 1.97107406231414e-10 | 3.94214812462829e-10 | 0.999999999802893 |
42 | 9.68329203531727e-11 | 1.93665840706345e-10 | 0.999999999903167 |
43 | 3.40369738540736e-11 | 6.80739477081473e-11 | 0.999999999965963 |
44 | 1.05223962407811e-11 | 2.10447924815622e-11 | 0.999999999989478 |
45 | 3.02010398556268e-12 | 6.04020797112536e-12 | 0.99999999999698 |
46 | 8.33939251845297e-13 | 1.66787850369059e-12 | 0.999999999999166 |
47 | 2.26463109729709e-13 | 4.52926219459418e-13 | 0.999999999999774 |
48 | 9.52617227693257e-14 | 1.90523445538651e-13 | 0.999999999999905 |
49 | 2.80393935275757e-14 | 5.60787870551514e-14 | 0.999999999999972 |
50 | 1.08855810225253e-14 | 2.17711620450506e-14 | 0.999999999999989 |
51 | 7.46746438171187e-15 | 1.49349287634237e-14 | 0.999999999999993 |
52 | 3.96073986669914e-15 | 7.92147973339828e-15 | 0.999999999999996 |
53 | 1.93939433260628e-15 | 3.87878866521256e-15 | 0.999999999999998 |
54 | 6.05673603386658e-16 | 1.21134720677332e-15 | 0.999999999999999 |
55 | 1.86304823642977e-16 | 3.72609647285954e-16 | 1 |
56 | 5.37256938447827e-17 | 1.07451387689565e-16 | 1 |
57 | 1.56077776655482e-17 | 3.12155553310964e-17 | 1 |
58 | 5.64569694040375e-18 | 1.12913938808075e-17 | 1 |
59 | 3.70524928420657e-18 | 7.41049856841313e-18 | 1 |
60 | 1.22278495279049e-18 | 2.44556990558098e-18 | 1 |
61 | 3.42405814384476e-19 | 6.84811628768952e-19 | 1 |
62 | 9.51513695072835e-20 | 1.90302739014567e-19 | 1 |
63 | 4.84094330695418e-20 | 9.68188661390837e-20 | 1 |
64 | 2.33040097754084e-20 | 4.66080195508168e-20 | 1 |
65 | 9.13953193934355e-21 | 1.82790638786871e-20 | 1 |
66 | 2.68081672549894e-21 | 5.36163345099787e-21 | 1 |
67 | 8.07443176495473e-22 | 1.61488635299095e-21 | 1 |
68 | 2.26298032055505e-22 | 4.52596064111011e-22 | 1 |
69 | 6.43619410531878e-23 | 1.28723882106376e-22 | 1 |
70 | 3.96573889196522e-23 | 7.93147778393043e-23 | 1 |
71 | 1.27695573835069e-23 | 2.55391147670138e-23 | 1 |
72 | 3.40997291434872e-24 | 6.81994582869744e-24 | 1 |
73 | 1.20673654617394e-24 | 2.41347309234788e-24 | 1 |
74 | 4.34221091260827e-25 | 8.68442182521654e-25 | 1 |
75 | 1.4829236410412e-25 | 2.96584728208241e-25 | 1 |
76 | 3.92401304094506e-26 | 7.84802608189011e-26 | 1 |
77 | 1.0218214843362e-26 | 2.04364296867239e-26 | 1 |
78 | 3.10161147042159e-27 | 6.20322294084318e-27 | 1 |
79 | 1.1930331447942e-27 | 2.38606628958841e-27 | 1 |
80 | 6.26436129449413e-28 | 1.25287225889883e-27 | 1 |
81 | 1.93083502426578e-28 | 3.86167004853156e-28 | 1 |
82 | 6.94607399086839e-29 | 1.38921479817368e-28 | 1 |
83 | 2.70233291087729e-29 | 5.40466582175459e-29 | 1 |
84 | 1.48552810814289e-29 | 2.97105621628579e-29 | 1 |
85 | 1.2658598897711e-29 | 2.5317197795422e-29 | 1 |
86 | 1.25263546390711e-29 | 2.50527092781422e-29 | 1 |
87 | 8.05820086966921e-30 | 1.61164017393384e-29 | 1 |
88 | 5.34003860258598e-30 | 1.0680077205172e-29 | 1 |
89 | 3.09264621963473e-30 | 6.18529243926946e-30 | 1 |
90 | 2.482645270219e-30 | 4.96529054043801e-30 | 1 |
91 | 3.22352959633769e-30 | 6.44705919267538e-30 | 1 |
92 | 1.71506652048302e-30 | 3.43013304096605e-30 | 1 |
93 | 8.56435604551774e-31 | 1.71287120910355e-30 | 1 |
94 | 1.17696522953862e-30 | 2.35393045907723e-30 | 1 |
95 | 1.90528205533194e-30 | 3.81056411066388e-30 | 1 |
96 | 1.73751979673499e-30 | 3.47503959346997e-30 | 1 |
97 | 2.39125888928442e-30 | 4.78251777856883e-30 | 1 |
98 | 3.65247752599199e-30 | 7.30495505198398e-30 | 1 |
99 | 1.78201356993077e-30 | 3.56402713986154e-30 | 1 |
100 | 2.70035611121471e-30 | 5.40071222242942e-30 | 1 |
101 | 1.05110727197467e-29 | 2.10221454394934e-29 | 1 |
102 | 1.44652620430878e-29 | 2.89305240861755e-29 | 1 |
103 | 3.12798855969437e-29 | 6.25597711938875e-29 | 1 |
104 | 9.82299124170273e-29 | 1.96459824834055e-28 | 1 |
105 | 1.34000398796028e-28 | 2.68000797592056e-28 | 1 |
106 | 5.36419080959216e-28 | 1.07283816191843e-27 | 1 |
107 | 4.63070399645009e-28 | 9.26140799290018e-28 | 1 |
108 | 3.42991710664045e-28 | 6.85983421328091e-28 | 1 |
109 | 1.05919864885931e-28 | 2.11839729771861e-28 | 1 |
110 | 1.93662373880831e-28 | 3.87324747761662e-28 | 1 |
111 | 2.41673034534471e-25 | 4.83346069068943e-25 | 1 |
112 | 3.06218775445437e-23 | 6.12437550890875e-23 | 1 |
113 | 1.45663567160422e-21 | 2.91327134320843e-21 | 1 |
114 | 1.27979825023828e-20 | 2.55959650047655e-20 | 1 |
115 | 5.39516775028515e-20 | 1.07903355005703e-19 | 1 |
116 | 1.62863991291627e-19 | 3.25727982583254e-19 | 1 |
117 | 3.58947821397068e-19 | 7.17895642794135e-19 | 1 |
118 | 4.40608988846166e-19 | 8.81217977692331e-19 | 1 |
119 | 4.83627997626451e-19 | 9.67255995252902e-19 | 1 |
120 | 3.60921889937511e-19 | 7.21843779875022e-19 | 1 |
121 | 1.99924893549219e-19 | 3.99849787098437e-19 | 1 |
122 | 1.20830128268374e-19 | 2.41660256536749e-19 | 1 |
123 | 6.34779515003665e-20 | 1.26955903000733e-19 | 1 |
124 | 3.21356111692379e-20 | 6.42712223384759e-20 | 1 |
125 | 1.70680258057111e-20 | 3.41360516114222e-20 | 1 |
126 | 8.20228701747191e-21 | 1.64045740349438e-20 | 1 |
127 | 4.26060847558843e-21 | 8.52121695117685e-21 | 1 |
128 | 2.4682854309325e-21 | 4.93657086186501e-21 | 1 |
129 | 1.15027824505132e-21 | 2.30055649010263e-21 | 1 |
130 | 5.13108185872598e-22 | 1.0262163717452e-21 | 1 |
131 | 2.74307834087326e-22 | 5.48615668174652e-22 | 1 |
132 | 1.36728317611967e-22 | 2.73456635223933e-22 | 1 |
133 | 6.06651503784444e-23 | 1.21330300756889e-22 | 1 |
134 | 3.37347287482509e-23 | 6.74694574965019e-23 | 1 |
135 | 1.61698418745541e-23 | 3.23396837491082e-23 | 1 |
136 | 7.5318934028054e-24 | 1.50637868056108e-23 | 1 |
137 | 3.55347802929901e-24 | 7.10695605859801e-24 | 1 |
138 | 1.56284439360851e-24 | 3.12568878721701e-24 | 1 |
139 | 6.96566179861815e-25 | 1.39313235972363e-24 | 1 |
140 | 3.2010637917601e-25 | 6.40212758352019e-25 | 1 |
141 | 1.45979098750967e-25 | 2.91958197501934e-25 | 1 |
142 | 6.370637906204e-26 | 1.2741275812408e-25 | 1 |
143 | 2.63444311097705e-26 | 5.2688862219541e-26 | 1 |
144 | 1.02082693635132e-26 | 2.04165387270264e-26 | 1 |
145 | 4.08177070525209e-27 | 8.16354141050418e-27 | 1 |
146 | 2.05000356606415e-27 | 4.1000071321283e-27 | 1 |
147 | 1.18905785642179e-27 | 2.37811571284358e-27 | 1 |
148 | 4.49794745382634e-28 | 8.99589490765268e-28 | 1 |
149 | 1.7985380824965e-28 | 3.59707616499301e-28 | 1 |
150 | 6.77536434411129e-29 | 1.35507286882226e-28 | 1 |
151 | 2.52281757188839e-29 | 5.04563514377677e-29 | 1 |
152 | 9.51474736364466e-30 | 1.90294947272893e-29 | 1 |
153 | 3.71462027190828e-30 | 7.42924054381656e-30 | 1 |
154 | 1.46450927556149e-30 | 2.92901855112298e-30 | 1 |
155 | 5.47994817685362e-31 | 1.09598963537072e-30 | 1 |
156 | 2.20530072668156e-31 | 4.41060145336312e-31 | 1 |
157 | 1.06878986457759e-31 | 2.13757972915518e-31 | 1 |
158 | 6.11857964091188e-32 | 1.22371592818238e-31 | 1 |
159 | 2.44357465137229e-32 | 4.88714930274459e-32 | 1 |
160 | 8.74347719529924e-33 | 1.74869543905985e-32 | 1 |
161 | 3.36032375648596e-33 | 6.72064751297193e-33 | 1 |
162 | 1.56098258640827e-33 | 3.12196517281655e-33 | 1 |
163 | 8.68332883087335e-34 | 1.73666576617467e-33 | 1 |
164 | 5.4181331976724e-34 | 1.08362663953448e-33 | 1 |
165 | 1.9317638083941e-34 | 3.86352761678819e-34 | 1 |
166 | 7.03087137279453e-35 | 1.40617427455891e-34 | 1 |
167 | 2.81487830026535e-35 | 5.6297566005307e-35 | 1 |
168 | 1.27931716711325e-35 | 2.5586343342265e-35 | 1 |
169 | 7.04897778592502e-36 | 1.409795557185e-35 | 1 |
170 | 4.10782097984985e-36 | 8.2156419596997e-36 | 1 |
171 | 1.7923364711144e-36 | 3.5846729422288e-36 | 1 |
172 | 6.13128850584522e-37 | 1.22625770116904e-36 | 1 |
173 | 2.06997804845506e-37 | 4.13995609691013e-37 | 1 |
174 | 7.08214415269285e-38 | 1.41642883053857e-37 | 1 |
175 | 2.65183359252064e-38 | 5.30366718504128e-38 | 1 |
176 | 1.10110470724875e-38 | 2.2022094144975e-38 | 1 |
177 | 4.60229872784003e-39 | 9.20459745568007e-39 | 1 |
178 | 1.8242199985731e-39 | 3.64843999714619e-39 | 1 |
179 | 6.86860722161452e-40 | 1.3737214443229e-39 | 1 |
180 | 2.52298976570461e-40 | 5.04597953140922e-40 | 1 |
181 | 9.99845053482263e-41 | 1.99969010696453e-40 | 1 |
182 | 5.12494509893754e-41 | 1.02498901978751e-40 | 1 |
183 | 3.49425900082502e-41 | 6.98851800165004e-41 | 1 |
184 | 2.90918128853574e-41 | 5.81836257707149e-41 | 1 |
185 | 2.6162204976364e-41 | 5.2324409952728e-41 | 1 |
186 | 2.15323804638887e-41 | 4.30647609277774e-41 | 1 |
187 | 3.9537630134043e-41 | 7.90752602680861e-41 | 1 |
188 | 1.50440409204761e-40 | 3.00880818409521e-40 | 1 |
189 | 5.22005702577236e-40 | 1.04401140515447e-39 | 1 |
190 | 1.8796947392856e-39 | 3.75938947857121e-39 | 1 |
191 | 6.03783033478468e-39 | 1.20756606695694e-38 | 1 |
192 | 1.52762395276289e-38 | 3.05524790552577e-38 | 1 |
193 | 3.77193953934021e-38 | 7.54387907868042e-38 | 1 |
194 | 9.2332883955638e-38 | 1.84665767911276e-37 | 1 |
195 | 3.02416315714459e-37 | 6.04832631428917e-37 | 1 |
196 | 4.78714124726631e-37 | 9.57428249453262e-37 | 1 |
197 | 6.24601462079203e-37 | 1.24920292415841e-36 | 1 |
198 | 8.83047919250066e-37 | 1.76609583850013e-36 | 1 |
199 | 9.56307974812396e-37 | 1.91261594962479e-36 | 1 |
200 | 4.25628247330187e-37 | 8.51256494660374e-37 | 1 |
201 | 1.95508262392325e-37 | 3.91016524784649e-37 | 1 |
202 | 9.34759527139427e-38 | 1.86951905427885e-37 | 1 |
203 | 4.46862577745015e-38 | 8.9372515549003e-38 | 1 |
204 | 2.31373908902517e-38 | 4.62747817805033e-38 | 1 |
205 | 1.39141341887853e-38 | 2.78282683775707e-38 | 1 |
206 | 5.16027524952228e-39 | 1.03205504990446e-38 | 1 |
207 | 4.86989420384721e-37 | 9.73978840769442e-37 | 1 |
208 | 2.29382168871912e-35 | 4.58764337743823e-35 | 1 |
209 | 8.69785025642251e-34 | 1.7395700512845e-33 | 1 |
210 | 5.24215375608717e-32 | 1.04843075121743e-31 | 1 |
211 | 3.3569656942876e-32 | 6.71393138857521e-32 | 1 |
212 | 9.43155266160651e-32 | 1.8863105323213e-31 | 1 |
213 | 1.67630115370121e-30 | 3.35260230740241e-30 | 1 |
214 | 2.21729070891709e-29 | 4.43458141783418e-29 | 1 |
215 | 1.56169058214335e-28 | 3.1233811642867e-28 | 1 |
216 | 7.25906742162436e-28 | 1.45181348432487e-27 | 1 |
217 | 2.05954069011599e-27 | 4.11908138023199e-27 | 1 |
218 | 6.56351373947246e-27 | 1.31270274789449e-26 | 1 |
219 | 1.37615562900153e-26 | 2.75231125800306e-26 | 1 |
220 | 1.80908468553557e-26 | 3.61816937107114e-26 | 1 |
221 | 3.6190532929207e-26 | 7.2381065858414e-26 | 1 |
222 | 4.44507455381137e-26 | 8.89014910762273e-26 | 1 |
223 | 4.64330910506313e-26 | 9.28661821012626e-26 | 1 |
224 | 3.58647437972817e-26 | 7.17294875945634e-26 | 1 |
225 | 2.37617338629315e-26 | 4.75234677258631e-26 | 1 |
226 | 1.38130761175544e-26 | 2.76261522351088e-26 | 1 |
227 | 1.00928193107082e-26 | 2.01856386214165e-26 | 1 |
228 | 8.47229141134475e-27 | 1.69445828226895e-26 | 1 |
229 | 4.45487501130131e-27 | 8.90975002260262e-27 | 1 |
230 | 2.97864754632712e-27 | 5.95729509265424e-27 | 1 |
231 | 1.87448549789657e-27 | 3.74897099579314e-27 | 1 |
232 | 9.27258961460205e-28 | 1.85451792292041e-27 | 1 |
233 | 4.8630160457761e-28 | 9.7260320915522e-28 | 1 |
234 | 2.41243709866903e-28 | 4.82487419733806e-28 | 1 |
235 | 3.10647598408698e-28 | 6.21295196817396e-28 | 1 |
236 | 6.39536528457716e-26 | 1.27907305691543e-25 | 1 |
237 | 2.80265112747495e-23 | 5.60530225494989e-23 | 1 |
238 | 1.29689481556442e-20 | 2.59378963112885e-20 | 1 |
239 | 2.57478235073597e-18 | 5.14956470147193e-18 | 1 |
240 | 1.83510737020661e-17 | 3.67021474041322e-17 | 1 |
241 | 6.50982748811763e-17 | 1.30196549762353e-16 | 1 |
242 | 5.91624913132446e-14 | 1.18324982626489e-13 | 0.999999999999941 |
243 | 2.89061792666034e-05 | 5.78123585332068e-05 | 0.999971093820733 |
244 | 0.00421016109091273 | 0.00842032218182545 | 0.995789838909087 |
245 | 0.42998739274331 | 0.859974785486621 | 0.57001260725669 |
246 | 0.900876830604503 | 0.198246338790993 | 0.0991231693954967 |
247 | 0.895625101433446 | 0.208749797133108 | 0.104374898566554 |
248 | 0.896042970690734 | 0.207914058618531 | 0.103957029309266 |
249 | 0.906853989073572 | 0.186292021852857 | 0.0931460109264283 |
250 | 0.906436236769828 | 0.187127526460344 | 0.0935637632301719 |
251 | 0.933330930526395 | 0.133338138947211 | 0.0666690694736054 |
252 | 0.934563314944192 | 0.130873370111615 | 0.0654366850558077 |
253 | 0.927209831138357 | 0.145580337723285 | 0.0727901688616427 |
254 | 0.936874672691204 | 0.126250654617592 | 0.0631253273087962 |
255 | 0.928576001190612 | 0.142847997618776 | 0.0714239988093881 |
256 | 0.917192935466258 | 0.165614129067484 | 0.0828070645337421 |
257 | 0.903688863007452 | 0.192622273985096 | 0.0963111369925481 |
258 | 0.887891004028565 | 0.224217991942871 | 0.112108995971435 |
259 | 0.877592518094889 | 0.244814963810223 | 0.122407481905111 |
260 | 0.877704719510198 | 0.244590560979604 | 0.122295280489802 |
261 | 0.86676730292492 | 0.26646539415016 | 0.13323269707508 |
262 | 0.867708440167602 | 0.264583119664796 | 0.132291559832398 |
263 | 0.864325709427398 | 0.271348581145204 | 0.135674290572602 |
264 | 0.86170393587732 | 0.27659212824536 | 0.13829606412268 |
265 | 0.876680408375167 | 0.246639183249665 | 0.123319591624833 |
266 | 0.88447872508338 | 0.231042549833241 | 0.11552127491662 |
267 | 0.886031562123315 | 0.227936875753369 | 0.113968437876685 |
268 | 0.895595263678945 | 0.20880947264211 | 0.104404736321055 |
269 | 0.898210240496545 | 0.203579519006911 | 0.101789759503455 |
270 | 0.923247550833774 | 0.153504898332452 | 0.0767524491662258 |
271 | 0.939377955090863 | 0.121244089818275 | 0.0606220449091373 |
272 | 0.949992568076521 | 0.100014863846959 | 0.0500074319234794 |
273 | 0.953257847719333 | 0.0934843045613336 | 0.0467421522806668 |
274 | 0.948552066426002 | 0.102895867147996 | 0.0514479335739978 |
275 | 0.957721205720805 | 0.0845575885583895 | 0.0422787942791948 |
276 | 0.984801182149592 | 0.0303976357008161 | 0.015198817850408 |
277 | 0.984147805103741 | 0.0317043897925174 | 0.0158521948962587 |
278 | 0.981001400358658 | 0.0379971992826843 | 0.0189985996413421 |
279 | 0.976856257800082 | 0.0462874843998355 | 0.0231437421999177 |
280 | 0.972429710103316 | 0.0551405797933677 | 0.0275702898966838 |
281 | 0.967697471420891 | 0.0646050571582185 | 0.0323025285791093 |
282 | 0.96430956932665 | 0.0713808613467001 | 0.03569043067335 |
283 | 0.962796381281624 | 0.0744072374367518 | 0.0372036187183759 |
284 | 0.959262799975414 | 0.0814744000491728 | 0.0407372000245864 |
285 | 0.959055897933345 | 0.0818882041333091 | 0.0409441020666545 |
286 | 0.960609465167192 | 0.078781069665615 | 0.0393905348328075 |
287 | 0.959943800623716 | 0.0801123987525687 | 0.0400561993762843 |
288 | 0.957146204919837 | 0.085707590160325 | 0.0428537950801625 |
289 | 0.952087656469244 | 0.095824687061512 | 0.047912343530756 |
290 | 0.946271175597609 | 0.107457648804782 | 0.053728824402391 |
291 | 0.940690268565644 | 0.118619462868712 | 0.0593097314343562 |
292 | 0.936159453394485 | 0.127681093211029 | 0.0638405466055145 |
293 | 0.946763987479445 | 0.10647202504111 | 0.0532360125205548 |
294 | 0.941585165780898 | 0.116829668438203 | 0.0584148342191017 |
295 | 0.943973161748851 | 0.112053676502297 | 0.0560268382511487 |
296 | 0.954483134404249 | 0.0910337311915018 | 0.0455168655957509 |
297 | 0.966683904519364 | 0.0666321909612718 | 0.0333160954806359 |
298 | 0.967266446189742 | 0.0654671076205164 | 0.0327335538102582 |
299 | 0.964431435226181 | 0.0711371295476376 | 0.0355685647738188 |
300 | 0.960467935770302 | 0.0790641284593953 | 0.0395320642296977 |
301 | 0.95574194121331 | 0.088516117573379 | 0.0442580587866895 |
302 | 0.946478996901302 | 0.107042006197395 | 0.0535210030986976 |
303 | 0.946519600563228 | 0.106960798873544 | 0.0534803994367718 |
304 | 0.955635111484059 | 0.0887297770318814 | 0.0443648885159407 |
305 | 0.954685668212547 | 0.090628663574906 | 0.045314331787453 |
306 | 0.956814189354887 | 0.0863716212902265 | 0.0431858106451133 |
307 | 0.9539261474542 | 0.0921477050916009 | 0.0460738525458004 |
308 | 0.950572001231398 | 0.0988559975372039 | 0.049427998768602 |
309 | 0.959115258252575 | 0.0817694834948505 | 0.0408847417474253 |
310 | 0.966251657993247 | 0.0674966840135054 | 0.0337483420067527 |
311 | 0.966803527396686 | 0.0663929452066273 | 0.0331964726033136 |
312 | 0.957641057662067 | 0.0847178846758658 | 0.0423589423379329 |
313 | 0.94693614667067 | 0.106127706658661 | 0.0530638533293303 |
314 | 0.936518834860725 | 0.126962330278551 | 0.0634811651392753 |
315 | 0.938499949267155 | 0.123000101465689 | 0.0615000507328446 |
316 | 0.929973535490836 | 0.140052929018329 | 0.0700264645091645 |
317 | 0.911774759198804 | 0.176450481602392 | 0.0882252408011962 |
318 | 0.893259815210327 | 0.213480369579346 | 0.106740184789673 |
319 | 0.869391448039691 | 0.261217103920617 | 0.130608551960309 |
320 | 0.837432830246923 | 0.325134339506153 | 0.162567169753077 |
321 | 0.801512606263647 | 0.396974787472706 | 0.198487393736353 |
322 | 0.757894733535273 | 0.484210532929455 | 0.242105266464727 |
323 | 0.722699171948283 | 0.554601656103435 | 0.277300828051717 |
324 | 0.746930234427643 | 0.506139531144714 | 0.253069765572357 |
325 | 0.764333138960316 | 0.471333722079368 | 0.235666861039684 |
326 | 0.823253859923884 | 0.353492280152233 | 0.176746140076116 |
327 | 0.900866590371406 | 0.198266819257188 | 0.0991334096285942 |
328 | 0.940186948823637 | 0.119626102352725 | 0.0598130511763627 |
329 | 0.942076434161269 | 0.115847131677463 | 0.0579235658387315 |
330 | 0.915928617054338 | 0.168142765891324 | 0.084071382945662 |
331 | 0.9024365022285 | 0.195126995543001 | 0.0975634977715004 |
332 | 0.895828741444471 | 0.208342517111059 | 0.104171258555529 |
333 | 0.852931239796268 | 0.294137520407464 | 0.147068760203732 |
334 | 0.823794870016614 | 0.352410259966771 | 0.176205129983386 |
335 | 0.821923404680375 | 0.356153190639249 | 0.178076595319625 |
336 | 0.83845927368779 | 0.323081452624419 | 0.16154072631221 |
337 | 0.97735416191059 | 0.0452916761788196 | 0.0226458380894098 |
338 | 0.981583157358895 | 0.0368336852822098 | 0.0184168426411049 |
339 | 0.967626551927276 | 0.064746896145448 | 0.032373448072724 |
340 | 0.943723420476348 | 0.112553159047305 | 0.0562765795236523 |
341 | 0.962646451906945 | 0.0747070961861091 | 0.0373535480930546 |
342 | 0.979482424780795 | 0.0410351504384098 | 0.0205175752192049 |
343 | 0.959657423066786 | 0.0806851538664286 | 0.0403425769332143 |
Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
Description | # significant tests | % significant tests | OK/NOK |
1% type I error level | 228 | 0.697247706422018 | NOK |
5% type I error level | 235 | 0.718654434250764 | NOK |
10% type I error level | 265 | 0.81039755351682 | NOK |